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All Journal JURNAL PEMBANGUNAN DAN KEUANGAN DAERAH JMBI UNSRAT (Jurnal Ilmiah Manajemen Bisnis dan Inovasi Universitas Sam Ratulangi) Indonesian Capital Market Review
Hanggraeni, Dewi
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Decision Sciences, Operations Research & Management Economics, Econometrics & Finance

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PENGARUH MODAL PENYANGGA DAN RASIO LEVERAGE TERHADAP RISIKO SISTEMIK BANK Hidayat, Sofyan; Hanggraeni, Dewi; Wowiling, Lucky G.; Rasyid, Huzaifah Ar
JURNAL PEMBANGUNAN EKONOMI DAN KEUANGAN DAERAH Vol 19, No 8 (2018): JURNAL PEMBANGUNAN EKONOMI DAN KEUANGAN DAERAH
Publisher : Universitas Sam Ratulangi

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35794/jpekd.23433.19.8.2018

Abstract

ABSTRAK Penelitian ini mengukur dampak sistemik dari setiap bank khususnya pada bank BUKU III dan BUKU IV serta menguji pengaruh capital buffer and leverage bank terhadap risiko sistemik perbankan di Indonesia untuk periode 2010-2018. Pengukuran risiko sistemik bank akan menggunakan metode Merton’s distance-to-default. Hasil riset menunjukan tingkat capital buffer bank dan tingkat leverage secara signifikan berpengaruh terhadap risiko sistemik perbankan Indonesia. Penemuan lain yaitu pada pengkategorian Bank BUKU III dan BUKU IV dimana untuk bank-bank pada kategori BUKU IV memiliki nilai pada kontribusi risiko sistemik, tingkat permodalan dan tingkat leverage yang nilainya relatif serupa dan cenderung stabil dibandingkan dengan Bank BUKU III. Kata Kunci: Distance-to-default; Capital Buffer; Leverage; Risiko sistemik; Model Merton  ABSTRACT This research measure the systemic impact on every bank specially on BUKU III banks and BUKU IV banks also to test the impact of capital buffer and bank’s leverage to systemic risk on banking in Indonesia for 2010-2018 period. To measure the systemic risk on bank we will use Merton’s distance-to-default method. Research result showed that on a level of bank’s capital buffer and bank’s leverage significantly affects to the systemic risk on banking in Indonesia. Other research on BUKU III banks and BUKU IV categorization where banks on BUKU IV had a value to contribute to systemic risk, capital level and leverage level that relatively same and tends to stable compared to the banks on BUKU III. Keyword : Distance-to-default; Capital Buffer; Leverage; Systemic Risk; Merton Model
IDENTIFIKASI DAN MITIGASI RISIKO STRATEJIK MENGGUNAKAN IFE-EFE MATRIX: STUDI KASUS BPJS KESEHATAN Hanggraeni, Dewi; Triana, Dea R.; Kuswanto, Luna S.; Alfarisi, M. Iqbal; Rahayu, Renata H.
JMBI UNSRAT (Jurnal Ilmiah Manajemen Bisnis dan Inovasi Universitas Sam Ratulangi). Vol 6, No 3 (2019): JMBI UNSRAT Volume 6 Nomor 3
Publisher : FEB Universitas Sam Ratulangi Manado

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35794/jmbi.v6i3.26678

Abstract

This study identifies and analyzes strategic risks experienced by the Badan Pengelola Jaminan Sosial (BPJS) Kesehatan. This health insurance program has a deficit due to the number of claims exceeding income and there is no detection system for the number of claims that are not appropriate. This research is explanatory by using the IFE-EFE Matrix as a basis for identifying and mitigating the strategic risk of BPJS Kesehatan. The Analysis results shows the need for more accurate and transparent calculations, intense socialization, pricing of tariff should be adjusted to the ability of the people, as well as a fraud detection system by BPJS Kesehatan.Keywords: Strategic Risk; IFE and EFE Matrix; BPJS Kesehatan, UCS Thailand
PENGARUH MODAL PENYANGGA DAN RASIO LEVERAGE TERHADAP RISIKO SISTEMIK BANK Hidayat, Sofyan; Hanggraeni, Dewi; Wowiling, Lucky G.; Rasyid, Huzaifah Ar
JURNAL PEMBANGUNAN EKONOMI DAN KEUANGAN DAERAH Vol 19, No 4 (2018): JURNAL PEMBANGUNAN EKONOMI DAN KEUANGAN DAERAH
Publisher : Universitas Sam Ratulangi

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35794/jpekd.32771.19.4.2018

Abstract

ABSTRAK Penelitian ini mengukur dampak sistemik dari setiap bank khususnya pada bank BUKU III dan BUKU IV serta menguji pengaruh capital buffer and leverage bank terhadap risiko sistemik perbankan di Indonesia untuk periode 2010-2018. Pengukuran risiko sistemik bank akan menggunakan metode Merton’s distance-to-default. Hasil riset menunjukan tingkat capital buffer bank dan tingkat leverage secara signifikan berpengaruh terhadap risiko sistemik perbankan Indonesia. Penemuan lain yaitu pada pengkategorian Bank BUKU III dan BUKU IV dimana untuk bank-bank pada kategori BUKU IV memiliki nilai pada kontribusi risiko sistemik, tingkat permodalan dan tingkat leverage yang nilainya relatif serupa dan cenderung stabil dibandingkan dengan Bank BUKU III.                                                                                                               Kata Kunci: Distance-to-default; Capital Buffer; Leverage; Risiko sistemik; Model Merton  ABSTRACT This research measure the systemic impact on every bank specially on BUKU III banks and BUKU IV banks also to test the impact of capital buffer and bank’s leverage to systemic risk on banking in Indonesia for 2010-2018 period. To measure the systemic risk on bank we will use Merton’s distance-to-default method. Research result showed that on a level of bank’s capital buffer and bank’s leverage significantly affects to the systemic risk on banking in Indonesia. Other research on BUKU III banks and BUKU IV categorization where banks on BUKU IV had a value to contribute to systemic risk, capital level and leverage level that relatively same and tends to stable compared to the banks on BUKU III. Keyword : Distance-to-default; Capital Buffer; Leverage; Systemic Risk; Merton Model
Pengaruh dari Risiko Operasional pada Profitabilitas Perusahaan Asuransi yang Tercatat di Bursa Efek Indonesia periode 2009-2019 Mujaddid Ahwali, Ahmad; Sinulingga, Grace Meintha Carolina; Susanto, Philipus; Sijabat, Rizky A.; Hanggraeni, Dewi
JMBI UNSRAT (Jurnal Ilmiah Manajemen Bisnis dan Inovasi Universitas Sam Ratulangi). Vol 7, No 3 (2020): JMBI UNSRAT Volume 7 Nomor 3
Publisher : FEB Universitas Sam Ratulangi Manado

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35794/jmbi.v7i3.31491

Abstract

This study analyzes and examines the influence of capital structure and operational risk on profitability of insurance companies listed in Indonesia Stock Exchange. The method used in this research is quantitative method using Generalized Least Square and Structural Equation Model which implicate factor-analysis and path analysis. This research sample consists of 8 insurance companies listed on Indonesia Stock Exchange from 2009-2019. The study leads to three findings. First, capital structure has negative and significant influence on profitability in insurance companies. Second, capital structure has positive and significance on operational risk. Third, operational risk has profitability and insignificant influence on profitability.AbstrakPenelitian ini menganalisis dan menguji pengaruh struktur modal dan risiko operasional terhadap profitabilitas perusahaan asuransi yang tercatat di Bursa Efek Indonesia. Metode yang digunakan dalam penelitian ini adalah metode kuantitatif dengan teknik pengolahan data Generalized Least Squares dan menggunakan Structural Equation Model (SEM) dengan melibatkan factor-analysis dan path-analysis. Sampel yang digunakan pada penelitian ini adalah sembilan perusahaan asuransi yang tercatat di Bursa Efek Indonesia pada periode 2009-2019. Terdapat tiga penemuan dari penelitian ini. Pertama, struktur modal memiliki pengaruh negatif terhadap profitabilitas perusahaan asuransi, namun tidak signifikan. Kedua, adanya hubungan positif dan signifikan dari struktur modal terhadap risiko operasional. Ketiga, terdapat pengaruh positif dari risiko operasional terhadap profitabilitas namun tidak signifikan.Kata kunci: asuransi, Bursa Efek Indonesia, profitabilitas, risiko operasional
Analysis the Efficiency and Productivity of Indonesian Pharmaceutical Public Companies Using Data Envelopment Analysis Hanggraeni, Dewi
The Indonesian Capital Market Review Vol. 6, No. 2
Publisher : UI Scholars Hub

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Abstract

As one of the biggest medicines market in the South East Asia, the pharmaceutical industry in Indonesia has a huge potential market. However, the majority supply of raw materials has been imported. Besides, regulations of the Health Ministry and the Trade Ministry have still hampered most players in Indonesia pharmaceutical industry. Therefore, this study used Data Envelopment Analysis (DEA) models to analyze efficiency and productivity change in the Indonesian pharmaceutical industry between 2006 and 2011, listed in the Indonesia Stock Exchange and also supported by applying efficiency financial ratio. This study finds that the decision for the most relatively efficient company is different using DEA compared to efficiency financial ratios, yet DEA has better measurement of efficiency. It is proven by one of State-owned Enterprises has been evaluated underperformed by the financial ratio analysis, unexpectedly is efficient using the DEA approach. This study has also proposed and tested a hypothesis on the average efficiency to check if the domestic and foreign pharmaceutical companies differ in their efficiency but the result implies that there is no significant statistical difference among them. This study indicates that firms having dominant contribution in selling overthe- counter medicines are more efficient than selling ethical medicines. Lastly, technological change contribution has more influence to productivity change instead of pure technical efficiency change in Indonesia pharmaceutical companies.
Determinant Factors of Liquidity Risk Premium on Indonesian Government Bonds Hartini, Eka Rathmanty Merry; Hanggraeni, Dewi
The Indonesian Capital Market Review Vol. 13, No. 1
Publisher : UI Scholars Hub

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Abstract

This paper aims to find the determinant factors of the liquidity risk premium on the Indonesian government bonds. There are two liquidity risk premium proxies to be used, the difference of the yield to maturity and the theoretical-yield of the bonds, and the average bid-ask spread of the bonds. The research used the Random Effect panel-data to define the determinant factors of the liquidity risk premium. The result shows that the liquidity-risk premium of Indonesian government bonds is affected by the bond’s characteristics and the financial market condition. The determinant factors are the bond’s age, coupon rate, remaining life, issued amount, type (Sukuk or conventional), and market volatility. We expect this research will enrich the understanding of the liquidity risk on Indonesian government bonds; so that the authorities and the investors could use this in making their decisions.
Co-Authors Hartini, Eka Rathmanty Merry Hidayat, Sofyan Kuswanto, Luna S. M. IQBAL ALFARISI Mujaddid Ahwali, Ahmad Rahayu, Renata H. Rasyid, Huzaifah Ar Sijabat, Rizky A. Sinulingga, Grace Meintha Carolina Susanto, Philipus Triana, Dea R. Wowiling, Lucky G.